They are protesting Gazprom extorting ukraine to give up control of its pipelines, and various other monopolistic, predatory and nationalistic practices of gazprom.

Gazprom is directly responsible for 10% of Russia's GDP.
Gazprom has a monopoly on Russia's gas distribution network.
Putin has said publicily that companies like gazprom are not only expected to be profiltable, but also to promote russia's policy objectives.